If you're into series, a non-fantastic series is great for the gloomy ambiance of Vaesen, but it's set in London: "Reaper Street". It's 1888 London, post-Jack the Reaper, but barely.
As for movies... there is one where Santa Claus is a kind of Great Old One, and his "elves" are strange creatures too. It's a really weird movie, I must warn you, but you have a powerful Vaesen-like, in it. Maybe you know of it? "Rare Exports: A Christmas Tale". The story begins when a company digs too far, and rein-deers are slaughtered, and children begin to disappear. It's a horror movie.
And if there are French people in here (for, sadly, there is no English translation), I warmly advise you to read the comic-book series "Les Démons d'Alexia" by Ers and Dugomier, story of a young woman who has the Sight and is recruited by a strange Society who deals with supernatural things and keeps regular humans from discovering their existence. Sounds familiar? The setting is nowadays, but it's a really good inspiration for Vaesen. Ghosts, Witches, other creatures, there is a handful of possibilities.